{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Zipline Benchmarks"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "0.22.0\n"
     ]
    }
   ],
   "source": [
    "import pandas as pd\n",
    "print(pd.__version__)\n",
    "start, end = pd.Timestamp('2013-01-03', tz='UTC'), pd.Timestamp('2018-01-03', tz='UTC')\n",
    "\n",
    "from zipline.pipeline import Pipeline\n",
    "from zipline.utils.calendars import get_calendar\n",
    "from zipline.data import bundles\n",
    "from zipline.pipeline.loaders import USEquityPricingLoader\n",
    "from zipline.pipeline.data import USEquityPricing\n",
    "from zipline.pipeline.engine import SimplePipelineEngine"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "bundle_data = bundles.load('quandl')\n",
    "zp_loader = USEquityPricingLoader(\n",
    "            bundle_data.equity_daily_bar_reader, \n",
    "            bundle_data.adjustment_reader)\n",
    "\n",
    "trading_calendar = get_calendar('NYSE') \n",
    "\n",
    "zpl_engine = SimplePipelineEngine(\n",
    "    get_loader=lambda x: zp_loader,\n",
    "    calendar=trading_calendar.all_sessions,\n",
    "    asset_finder=bundle_data.asset_finder)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Factors\n",
    "--------------------"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Wall time: 3.5 s\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>ma</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">2013-01-03 00:00:00+00:00</th>\n",
       "      <th>Equity(0 [A])</th>\n",
       "      <td>38.110535</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(2 [AAL])</th>\n",
       "      <td>11.776900</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(3 [AAMC])</th>\n",
       "      <td>67.738462</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(4 [AAN])</th>\n",
       "      <td>28.779516</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(6 [AAON])</th>\n",
       "      <td>19.606132</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">2018-01-03 00:00:00+00:00</th>\n",
       "      <th>Equity(3190 [ZIXI])</th>\n",
       "      <td>4.824444</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(3194 [ZNGA])</th>\n",
       "      <td>3.831677</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(3195 [ZOES])</th>\n",
       "      <td>13.582525</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(3197 [ZTS])</th>\n",
       "      <td>66.604667</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(3198 [ZUMZ])</th>\n",
       "      <td>17.432071</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                                      ma\n",
       "2013-01-03 00:00:00+00:00 Equity(0 [A])        38.110535\n",
       "                          Equity(2 [AAL])      11.776900\n",
       "                          Equity(3 [AAMC])     67.738462\n",
       "                          Equity(4 [AAN])      28.779516\n",
       "                          Equity(6 [AAON])     19.606132\n",
       "2018-01-03 00:00:00+00:00 Equity(3190 [ZIXI])   4.824444\n",
       "                          Equity(3194 [ZNGA])   3.831677\n",
       "                          Equity(3195 [ZOES])  13.582525\n",
       "                          Equity(3197 [ZTS])   66.604667\n",
       "                          Equity(3198 [ZUMZ])  17.432071"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from zipline.pipeline.factors import SimpleMovingAverage, ExponentialWeightedMovingAverage\n",
    "ma = SimpleMovingAverage(inputs=[USEquityPricing.close], window_length=100)\n",
    "pipeline = Pipeline()\n",
    "pipeline.add( ma, 'ma') \n",
    "%time dfzp=zpl_engine.run_pipeline(pipeline, start, end)\n",
    "dfzp.head(5).append(dfzp.tail(5))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "3.21 s ± 117 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)\n",
      "2.98 s ± 14.4 ms per loop (mean ± std. dev. of 10 runs, 3 loops each)\n"
     ]
    }
   ],
   "source": [
    "%timeit zpl_engine.run_pipeline(pipeline, start, end)\n",
    "%timeit -n 3 -r 10 zpl_engine.run_pipeline(pipeline, start, end)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Wall time: 8.7 s\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>ema50</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">2013-01-03 00:00:00+00:00</th>\n",
       "      <th>Equity(0 [A])</th>\n",
       "      <td>38.896122</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(2 [AAL])</th>\n",
       "      <td>12.635515</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(3 [AAMC])</th>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(4 [AAN])</th>\n",
       "      <td>28.474856</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(6 [AAON])</th>\n",
       "      <td>20.191980</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">2018-01-03 00:00:00+00:00</th>\n",
       "      <th>Equity(3190 [ZIXI])</th>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(3194 [ZNGA])</th>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(3195 [ZOES])</th>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(3197 [ZTS])</th>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(3198 [ZUMZ])</th>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                                   ema50\n",
       "2013-01-03 00:00:00+00:00 Equity(0 [A])        38.896122\n",
       "                          Equity(2 [AAL])      12.635515\n",
       "                          Equity(3 [AAMC])           NaN\n",
       "                          Equity(4 [AAN])      28.474856\n",
       "                          Equity(6 [AAON])     20.191980\n",
       "2018-01-03 00:00:00+00:00 Equity(3190 [ZIXI])        NaN\n",
       "                          Equity(3194 [ZNGA])        NaN\n",
       "                          Equity(3195 [ZOES])        NaN\n",
       "                          Equity(3197 [ZTS])         NaN\n",
       "                          Equity(3198 [ZUMZ])        NaN"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "pipeline = Pipeline()\n",
    "ema = ExponentialWeightedMovingAverage.from_span(inputs=[USEquityPricing.close], span=50, window_length=229)\n",
    "pipeline.add( ema, 'ema50')\n",
    "%time dfzp=zpl_engine.run_pipeline(pipeline, start, end)\n",
    "dfzp.head(5).append(dfzp.tail(5))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "8.35 s ± 69.1 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)\n",
      "8.38 s ± 56.8 ms per loop (mean ± std. dev. of 10 runs, 3 loops each)\n"
     ]
    }
   ],
   "source": [
    "%timeit zpl_engine.run_pipeline(pipeline, start, end)\n",
    "%timeit -n 3 -r 10 zpl_engine.run_pipeline(pipeline, start, end)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Wall time: 16.3 s\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>f</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">2013-01-03 00:00:00+00:00</th>\n",
       "      <th>Equity(0 [A])</th>\n",
       "      <td>0.188150</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(2 [AAL])</th>\n",
       "      <td>0.993146</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(3 [AAMC])</th>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(4 [AAN])</th>\n",
       "      <td>0.151234</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(6 [AAON])</th>\n",
       "      <td>-0.490619</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">2018-01-03 00:00:00+00:00</th>\n",
       "      <th>Equity(3190 [ZIXI])</th>\n",
       "      <td>0.102593</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(3194 [ZNGA])</th>\n",
       "      <td>-1.137012</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(3195 [ZOES])</th>\n",
       "      <td>-0.716735</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(3197 [ZTS])</th>\n",
       "      <td>-1.025221</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(3198 [ZUMZ])</th>\n",
       "      <td>-1.103050</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                                      f\n",
       "2013-01-03 00:00:00+00:00 Equity(0 [A])        0.188150\n",
       "                          Equity(2 [AAL])      0.993146\n",
       "                          Equity(3 [AAMC])          NaN\n",
       "                          Equity(4 [AAN])      0.151234\n",
       "                          Equity(6 [AAON])    -0.490619\n",
       "2018-01-03 00:00:00+00:00 Equity(3190 [ZIXI])  0.102593\n",
       "                          Equity(3194 [ZNGA]) -1.137012\n",
       "                          Equity(3195 [ZOES]) -0.716735\n",
       "                          Equity(3197 [ZTS])  -1.025221\n",
       "                          Equity(3198 [ZUMZ]) -1.103050"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from zipline.pipeline.factors import RSI, FastStochasticOscillator, MovingAverageConvergenceDivergenceSignal\n",
    "pipeline = Pipeline()\n",
    "f = MovingAverageConvergenceDivergenceSignal() + RSI() + FastStochasticOscillator()\n",
    "pipeline.add( f.rank().zscore(), 'f')\n",
    "%time dfzp=zpl_engine.run_pipeline(pipeline, start, end)\n",
    "dfzp.head(5).append(dfzp.tail(5))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "14.4 s ± 526 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)\n",
      "14.3 s ± 277 ms per loop (mean ± std. dev. of 10 runs, 3 loops each)\n"
     ]
    }
   ],
   "source": [
    "%timeit zpl_engine.run_pipeline(pipeline, start, end)\n",
    "%timeit -n 3 -r 10 zpl_engine.run_pipeline(pipeline, start, end)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Backtesting\n",
    "--------------------"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "C:\\Miniconda3\\envs\\zipline\\lib\\site-packages\\ipykernel\\parentpoller.py:116: UserWarning: Parent poll failed.  If the frontend dies,\n",
      "                the kernel may be left running.  Please let us know\n",
      "                about your system (bitness, Python, etc.) at\n",
      "                ipython-dev@scipy.org\n",
      "  ipython-dev@scipy.org\"\"\")\n"
     ]
    }
   ],
   "source": [
    "%load_ext zipline"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "C:\\Miniconda3\\envs\\zipline\\lib\\site-packages\\empyrical\\stats.py:704: RuntimeWarning: invalid value encountered in true_divide\n",
      "  out=out,\n",
      "C:\\Miniconda3\\envs\\zipline\\lib\\site-packages\\empyrical\\stats.py:790: RuntimeWarning: invalid value encountered in true_divide\n",
      "  np.divide(average_annual_return, annualized_downside_risk, out=out)\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Wall time: 20.4 s\n"
     ]
    },
    {
     "data": {
      "text/html": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>algo_volatility</th>\n",
       "      <th>algorithm_period_return</th>\n",
       "      <th>alpha</th>\n",
       "      <th>benchmark_period_return</th>\n",
       "      <th>benchmark_volatility</th>\n",
       "      <th>beta</th>\n",
       "      <th>capital_used</th>\n",
       "      <th>ending_cash</th>\n",
       "      <th>ending_exposure</th>\n",
       "      <th>ending_value</th>\n",
       "      <th>...</th>\n",
       "      <th>short_value</th>\n",
       "      <th>shorts_count</th>\n",
       "      <th>sortino</th>\n",
       "      <th>starting_cash</th>\n",
       "      <th>starting_exposure</th>\n",
       "      <th>starting_value</th>\n",
       "      <th>trading_days</th>\n",
       "      <th>transactions</th>\n",
       "      <th>treasury_period_return</th>\n",
       "      <th>universe_size</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2013-01-03 21:00:00+00:00</th>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.002259</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>10000.000000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>10000.000000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>1</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-04 21:00:00+00:00</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.002122</td>\n",
       "      <td>0.074658</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>10000.000000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>10000.000000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>2</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-07 21:00:00+00:00</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.000616</td>\n",
       "      <td>0.063239</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>10000.000000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>10000.000000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>3</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-08 21:00:00+00:00</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.003492</td>\n",
       "      <td>0.055836</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>10000.000000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>10000.000000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>4</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-09 21:00:00+00:00</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.000959</td>\n",
       "      <td>0.054081</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>10000.000000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>10000.000000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>5</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-10 21:00:00+00:00</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.006983</td>\n",
       "      <td>0.071558</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>10000.000000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>10000.000000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>6</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-11 21:00:00+00:00</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.006915</td>\n",
       "      <td>0.065743</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>10000.000000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>10000.000000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>7</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-14 21:00:00+00:00</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.006230</td>\n",
       "      <td>0.061586</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>10000.000000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>10000.000000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>8</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-15 21:00:00+00:00</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.006915</td>\n",
       "      <td>0.057611</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>10000.000000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>10000.000000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>9</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-16 21:00:00+00:00</th>\n",
       "      <td>0.001328</td>\n",
       "      <td>-0.000265</td>\n",
       "      <td>-0.007016</td>\n",
       "      <td>0.006778</td>\n",
       "      <td>0.054507</td>\n",
       "      <td>0.002037</td>\n",
       "      <td>3218.274540</td>\n",
       "      <td>13218.274540</td>\n",
       "      <td>-3220.920</td>\n",
       "      <td>-3220.920</td>\n",
       "      <td>...</td>\n",
       "      <td>-3220.920</td>\n",
       "      <td>1</td>\n",
       "      <td>-5.019960</td>\n",
       "      <td>10000.000000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>10</td>\n",
       "      <td>[{'order_id': '862be303b0284f30858e717d5ed8901...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-17 21:00:00+00:00</th>\n",
       "      <td>0.033107</td>\n",
       "      <td>-0.007201</td>\n",
       "      <td>-0.084594</td>\n",
       "      <td>0.013282</td>\n",
       "      <td>0.058644</td>\n",
       "      <td>-0.264516</td>\n",
       "      <td>110.174385</td>\n",
       "      <td>13328.448925</td>\n",
       "      <td>-3400.460</td>\n",
       "      <td>-3400.460</td>\n",
       "      <td>...</td>\n",
       "      <td>-3400.460</td>\n",
       "      <td>1</td>\n",
       "      <td>-4.965229</td>\n",
       "      <td>13218.274540</td>\n",
       "      <td>-3220.920</td>\n",
       "      <td>-3220.920</td>\n",
       "      <td>11</td>\n",
       "      <td>[{'order_id': '6266d26622eb44089ef211cfcd925ed...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-18 21:00:00+00:00</th>\n",
       "      <td>0.038635</td>\n",
       "      <td>-0.003025</td>\n",
       "      <td>0.011773</td>\n",
       "      <td>0.015542</td>\n",
       "      <td>0.056111</td>\n",
       "      <td>-0.229489</td>\n",
       "      <td>-79.489225</td>\n",
       "      <td>13248.959700</td>\n",
       "      <td>-3279.210</td>\n",
       "      <td>-3279.210</td>\n",
       "      <td>...</td>\n",
       "      <td>-3279.210</td>\n",
       "      <td>1</td>\n",
       "      <td>-1.977699</td>\n",
       "      <td>13328.448925</td>\n",
       "      <td>-3400.460</td>\n",
       "      <td>-3400.460</td>\n",
       "      <td>12</td>\n",
       "      <td>[{'order_id': '1723f701cde246a2a9a57ec6fed64fd...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-22 21:00:00+00:00</th>\n",
       "      <td>0.037444</td>\n",
       "      <td>-0.004590</td>\n",
       "      <td>0.008232</td>\n",
       "      <td>0.021019</td>\n",
       "      <td>0.056676</td>\n",
       "      <td>-0.238853</td>\n",
       "      <td>30.504240</td>\n",
       "      <td>13279.463940</td>\n",
       "      <td>-3325.360</td>\n",
       "      <td>-3325.360</td>\n",
       "      <td>...</td>\n",
       "      <td>-3325.360</td>\n",
       "      <td>1</td>\n",
       "      <td>-2.823981</td>\n",
       "      <td>13248.959700</td>\n",
       "      <td>-3279.210</td>\n",
       "      <td>-3279.210</td>\n",
       "      <td>13</td>\n",
       "      <td>[{'order_id': '05faa7fcd2cb410e8af6fe7611bce24...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-23 21:00:00+00:00</th>\n",
       "      <td>0.047287</td>\n",
       "      <td>-0.012140</td>\n",
       "      <td>-0.121928</td>\n",
       "      <td>0.022662</td>\n",
       "      <td>0.054453</td>\n",
       "      <td>-0.238943</td>\n",
       "      <td>-3294.700470</td>\n",
       "      <td>9984.763470</td>\n",
       "      <td>-106.160</td>\n",
       "      <td>-106.160</td>\n",
       "      <td>...</td>\n",
       "      <td>-3397.100</td>\n",
       "      <td>1</td>\n",
       "      <td>-4.955843</td>\n",
       "      <td>13279.463940</td>\n",
       "      <td>-3325.360</td>\n",
       "      <td>-3325.360</td>\n",
       "      <td>14</td>\n",
       "      <td>[{'order_id': 'ac8caa7d1f8a4db5ba901839da21199...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-24 21:00:00+00:00</th>\n",
       "      <td>0.046724</td>\n",
       "      <td>-0.010507</td>\n",
       "      <td>-0.078144</td>\n",
       "      <td>0.022936</td>\n",
       "      <td>0.052758</td>\n",
       "      <td>-0.256738</td>\n",
       "      <td>3210.670655</td>\n",
       "      <td>13195.434125</td>\n",
       "      <td>-3300.500</td>\n",
       "      <td>-3300.500</td>\n",
       "      <td>...</td>\n",
       "      <td>-3300.500</td>\n",
       "      <td>1</td>\n",
       "      <td>-4.136410</td>\n",
       "      <td>9984.763470</td>\n",
       "      <td>-106.160</td>\n",
       "      <td>-106.160</td>\n",
       "      <td>15</td>\n",
       "      <td>[{'order_id': 'cde764332c4c4ae8b1c72a6b7ba48d5...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-25 21:00:00+00:00</th>\n",
       "      <td>0.045733</td>\n",
       "      <td>-0.013030</td>\n",
       "      <td>-0.082650</td>\n",
       "      <td>0.028687</td>\n",
       "      <td>0.053508</td>\n",
       "      <td>-0.274730</td>\n",
       "      <td>-3325.736525</td>\n",
       "      <td>9869.697600</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-4.834905</td>\n",
       "      <td>13195.434125</td>\n",
       "      <td>-3300.500</td>\n",
       "      <td>-3300.500</td>\n",
       "      <td>16</td>\n",
       "      <td>[{'order_id': 'e9b9a8d0663646f6a961fe2e9af85fe...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-28 21:00:00+00:00</th>\n",
       "      <td>0.044392</td>\n",
       "      <td>-0.013030</td>\n",
       "      <td>-0.082674</td>\n",
       "      <td>0.027455</td>\n",
       "      <td>0.053058</td>\n",
       "      <td>-0.274712</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>9869.697600</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-4.690546</td>\n",
       "      <td>9869.697600</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>17</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-29 21:00:00+00:00</th>\n",
       "      <td>0.043107</td>\n",
       "      <td>-0.013295</td>\n",
       "      <td>-0.072668</td>\n",
       "      <td>0.031494</td>\n",
       "      <td>0.052208</td>\n",
       "      <td>-0.261063</td>\n",
       "      <td>3277.627861</td>\n",
       "      <td>13147.325461</td>\n",
       "      <td>-3280.278</td>\n",
       "      <td>-3280.278</td>\n",
       "      <td>...</td>\n",
       "      <td>-3280.278</td>\n",
       "      <td>1</td>\n",
       "      <td>-4.650736</td>\n",
       "      <td>9869.697600</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>18</td>\n",
       "      <td>[{'order_id': '8d6372d3e3b7435b806d4b6a686ed17...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-30 21:00:00+00:00</th>\n",
       "      <td>0.048401</td>\n",
       "      <td>-0.007457</td>\n",
       "      <td>0.042796</td>\n",
       "      <td>0.027455</td>\n",
       "      <td>0.054745</td>\n",
       "      <td>-0.390540</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>13147.325461</td>\n",
       "      <td>-3221.900</td>\n",
       "      <td>-3221.900</td>\n",
       "      <td>...</td>\n",
       "      <td>-3221.900</td>\n",
       "      <td>1</td>\n",
       "      <td>-2.515517</td>\n",
       "      <td>13147.325461</td>\n",
       "      <td>-3280.278</td>\n",
       "      <td>-3280.278</td>\n",
       "      <td>19</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-31 21:00:00+00:00</th>\n",
       "      <td>0.047130</td>\n",
       "      <td>-0.007460</td>\n",
       "      <td>0.022747</td>\n",
       "      <td>0.024921</td>\n",
       "      <td>0.055051</td>\n",
       "      <td>-0.372136</td>\n",
       "      <td>78.685138</td>\n",
       "      <td>13226.010599</td>\n",
       "      <td>-3300.615</td>\n",
       "      <td>-3300.615</td>\n",
       "      <td>...</td>\n",
       "      <td>-3300.615</td>\n",
       "      <td>1</td>\n",
       "      <td>-2.452820</td>\n",
       "      <td>13147.325461</td>\n",
       "      <td>-3221.900</td>\n",
       "      <td>-3221.900</td>\n",
       "      <td>20</td>\n",
       "      <td>[{'order_id': 'bc984e220617466099802c7199516de...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-02-01 21:00:00+00:00</th>\n",
       "      <td>0.048096</td>\n",
       "      <td>-0.011911</td>\n",
       "      <td>0.022614</td>\n",
       "      <td>0.035465</td>\n",
       "      <td>0.062145</td>\n",
       "      <td>-0.393112</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>13226.010599</td>\n",
       "      <td>-3345.120</td>\n",
       "      <td>-3345.120</td>\n",
       "      <td>...</td>\n",
       "      <td>-3345.120</td>\n",
       "      <td>1</td>\n",
       "      <td>-3.545529</td>\n",
       "      <td>13226.010599</td>\n",
       "      <td>-3300.615</td>\n",
       "      <td>-3300.615</td>\n",
       "      <td>21</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-02-04 21:00:00+00:00</th>\n",
       "      <td>0.047862</td>\n",
       "      <td>-0.009736</td>\n",
       "      <td>-0.020464</td>\n",
       "      <td>0.023826</td>\n",
       "      <td>0.074745</td>\n",
       "      <td>-0.332035</td>\n",
       "      <td>-49.174075</td>\n",
       "      <td>13176.836524</td>\n",
       "      <td>-3274.200</td>\n",
       "      <td>-3274.200</td>\n",
       "      <td>...</td>\n",
       "      <td>-3274.200</td>\n",
       "      <td>1</td>\n",
       "      <td>-2.822676</td>\n",
       "      <td>13226.010599</td>\n",
       "      <td>-3345.120</td>\n",
       "      <td>-3345.120</td>\n",
       "      <td>22</td>\n",
       "      <td>[{'order_id': 'a5b760b9f6004d22a607a377c400197...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-02-05 21:00:00+00:00</th>\n",
       "      <td>0.049856</td>\n",
       "      <td>-0.015345</td>\n",
       "      <td>-0.031754</td>\n",
       "      <td>0.034164</td>\n",
       "      <td>0.078889</td>\n",
       "      <td>-0.367432</td>\n",
       "      <td>15.311840</td>\n",
       "      <td>13192.148364</td>\n",
       "      <td>-3345.600</td>\n",
       "      <td>-3345.600</td>\n",
       "      <td>...</td>\n",
       "      <td>-3345.600</td>\n",
       "      <td>1</td>\n",
       "      <td>-3.932201</td>\n",
       "      <td>13176.836524</td>\n",
       "      <td>-3274.200</td>\n",
       "      <td>-3274.200</td>\n",
       "      <td>23</td>\n",
       "      <td>[{'order_id': '177707c692fb425397895e85ae06734...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-02-06 21:00:00+00:00</th>\n",
       "      <td>0.049128</td>\n",
       "      <td>-0.014179</td>\n",
       "      <td>-0.014435</td>\n",
       "      <td>0.034917</td>\n",
       "      <td>0.077193</td>\n",
       "      <td>-0.369503</td>\n",
       "      <td>-3333.940625</td>\n",
       "      <td>9858.207739</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-3.552468</td>\n",
       "      <td>13192.148364</td>\n",
       "      <td>-3345.600</td>\n",
       "      <td>-3345.600</td>\n",
       "      <td>24</td>\n",
       "      <td>[{'order_id': 'af6159278e664158b103a14760e75fa...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-02-07 21:00:00+00:00</th>\n",
       "      <td>0.048104</td>\n",
       "      <td>-0.014441</td>\n",
       "      <td>-0.022589</td>\n",
       "      <td>0.033548</td>\n",
       "      <td>0.076076</td>\n",
       "      <td>-0.366146</td>\n",
       "      <td>3231.762810</td>\n",
       "      <td>13089.970549</td>\n",
       "      <td>-3234.380</td>\n",
       "      <td>-3234.380</td>\n",
       "      <td>...</td>\n",
       "      <td>-3234.380</td>\n",
       "      <td>1</td>\n",
       "      <td>-3.545176</td>\n",
       "      <td>9858.207739</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>25</td>\n",
       "      <td>[{'order_id': '3f51e33f1f5a4d48a76c2a51fd03846...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-02-08 21:00:00+00:00</th>\n",
       "      <td>0.048497</td>\n",
       "      <td>-0.018627</td>\n",
       "      <td>-0.037421</td>\n",
       "      <td>0.039299</td>\n",
       "      <td>0.075695</td>\n",
       "      <td>-0.381326</td>\n",
       "      <td>-6562.538630</td>\n",
       "      <td>6527.431919</td>\n",
       "      <td>3286.300</td>\n",
       "      <td>3286.300</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-4.274518</td>\n",
       "      <td>13089.970549</td>\n",
       "      <td>-3234.380</td>\n",
       "      <td>-3234.380</td>\n",
       "      <td>26</td>\n",
       "      <td>[{'order_id': '25efd1ca4a5b449292020502e5048a1...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-02-11 21:00:00+00:00</th>\n",
       "      <td>0.047560</td>\n",
       "      <td>-0.019127</td>\n",
       "      <td>-0.041945</td>\n",
       "      <td>0.039094</td>\n",
       "      <td>0.074405</td>\n",
       "      <td>-0.380080</td>\n",
       "      <td>3281.298030</td>\n",
       "      <td>9808.729949</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-4.306051</td>\n",
       "      <td>6527.431919</td>\n",
       "      <td>3286.300</td>\n",
       "      <td>3286.300</td>\n",
       "      <td>27</td>\n",
       "      <td>[{'order_id': '358bf5af65ef46009525c01afcf7056...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-02-12 21:00:00+00:00</th>\n",
       "      <td>0.046720</td>\n",
       "      <td>-0.019127</td>\n",
       "      <td>-0.034916</td>\n",
       "      <td>0.040805</td>\n",
       "      <td>0.073017</td>\n",
       "      <td>-0.379792</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>9808.729949</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-4.228459</td>\n",
       "      <td>9808.729949</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>28</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-02-13 21:00:00+00:00</th>\n",
       "      <td>0.045922</td>\n",
       "      <td>-0.019127</td>\n",
       "      <td>-0.030727</td>\n",
       "      <td>0.041695</td>\n",
       "      <td>0.071722</td>\n",
       "      <td>-0.380250</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>9808.729949</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-4.154915</td>\n",
       "      <td>9808.729949</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>29</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-02-14 21:00:00+00:00</th>\n",
       "      <td>0.045164</td>\n",
       "      <td>-0.019127</td>\n",
       "      <td>-0.026623</td>\n",
       "      <td>0.042654</td>\n",
       "      <td>0.070489</td>\n",
       "      <td>-0.380648</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>9808.729949</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-4.085079</td>\n",
       "      <td>9808.729949</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>30</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-20 21:00:00+00:00</th>\n",
       "      <td>0.085862</td>\n",
       "      <td>-0.275848</td>\n",
       "      <td>-0.061300</td>\n",
       "      <td>0.768451</td>\n",
       "      <td>0.119805</td>\n",
       "      <td>-0.008841</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>4824.057763</td>\n",
       "      <td>2417.460</td>\n",
       "      <td>2417.460</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.037451</td>\n",
       "      <td>4824.057763</td>\n",
       "      <td>2412.730</td>\n",
       "      <td>2412.730</td>\n",
       "      <td>1231</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-21 21:00:00+00:00</th>\n",
       "      <td>0.085833</td>\n",
       "      <td>-0.277659</td>\n",
       "      <td>-0.061726</td>\n",
       "      <td>0.780022</td>\n",
       "      <td>0.119787</td>\n",
       "      <td>-0.009031</td>\n",
       "      <td>2399.349225</td>\n",
       "      <td>7223.406988</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.045354</td>\n",
       "      <td>4824.057763</td>\n",
       "      <td>2417.460</td>\n",
       "      <td>2417.460</td>\n",
       "      <td>1232</td>\n",
       "      <td>[{'order_id': '4a6bce6cf6ba47f7822be31f25eee09...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-22 21:00:00+00:00</th>\n",
       "      <td>0.085798</td>\n",
       "      <td>-0.278093</td>\n",
       "      <td>-0.061801</td>\n",
       "      <td>0.778447</td>\n",
       "      <td>0.119740</td>\n",
       "      <td>-0.009024</td>\n",
       "      <td>-4674.785225</td>\n",
       "      <td>2548.621763</td>\n",
       "      <td>4670.450</td>\n",
       "      <td>4670.450</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.046960</td>\n",
       "      <td>7223.406988</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>1233</td>\n",
       "      <td>[{'order_id': '4b0822c0b3b24c22b058714d4ceb272...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-24 18:00:00+00:00</th>\n",
       "      <td>0.085781</td>\n",
       "      <td>-0.275480</td>\n",
       "      <td>-0.061020</td>\n",
       "      <td>0.782555</td>\n",
       "      <td>0.119694</td>\n",
       "      <td>-0.008923</td>\n",
       "      <td>2307.924960</td>\n",
       "      <td>4856.546723</td>\n",
       "      <td>2388.650</td>\n",
       "      <td>2388.650</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.034236</td>\n",
       "      <td>2548.621763</td>\n",
       "      <td>4670.450</td>\n",
       "      <td>4670.450</td>\n",
       "      <td>1234</td>\n",
       "      <td>[{'order_id': '492c1b5859354e76a1e7b5022bfe5e7...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-27 21:00:00+00:00</th>\n",
       "      <td>0.085747</td>\n",
       "      <td>-0.275480</td>\n",
       "      <td>-0.060971</td>\n",
       "      <td>0.781665</td>\n",
       "      <td>0.119647</td>\n",
       "      <td>-0.008927</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>4856.546723</td>\n",
       "      <td>2388.650</td>\n",
       "      <td>2388.650</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.033817</td>\n",
       "      <td>4856.546723</td>\n",
       "      <td>2388.650</td>\n",
       "      <td>2388.650</td>\n",
       "      <td>1235</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-28 21:00:00+00:00</th>\n",
       "      <td>0.085934</td>\n",
       "      <td>-0.265762</td>\n",
       "      <td>-0.058409</td>\n",
       "      <td>0.799740</td>\n",
       "      <td>0.119678</td>\n",
       "      <td>-0.007039</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>4856.546723</td>\n",
       "      <td>2485.830</td>\n",
       "      <td>2485.830</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-0.987845</td>\n",
       "      <td>4856.546723</td>\n",
       "      <td>2388.650</td>\n",
       "      <td>2388.650</td>\n",
       "      <td>1236</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-29 21:00:00+00:00</th>\n",
       "      <td>0.085985</td>\n",
       "      <td>-0.259680</td>\n",
       "      <td>-0.056658</td>\n",
       "      <td>0.798644</td>\n",
       "      <td>0.119630</td>\n",
       "      <td>-0.007174</td>\n",
       "      <td>2443.444335</td>\n",
       "      <td>7299.991058</td>\n",
       "      <td>103.210</td>\n",
       "      <td>103.210</td>\n",
       "      <td>...</td>\n",
       "      <td>-4910.730</td>\n",
       "      <td>2</td>\n",
       "      <td>-0.959322</td>\n",
       "      <td>4856.546723</td>\n",
       "      <td>2485.830</td>\n",
       "      <td>2485.830</td>\n",
       "      <td>1237</td>\n",
       "      <td>[{'order_id': '18cf24bbbea14d1283b50c33fee462b...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-30 21:00:00+00:00</th>\n",
       "      <td>0.086118</td>\n",
       "      <td>-0.268668</td>\n",
       "      <td>-0.058892</td>\n",
       "      <td>0.814391</td>\n",
       "      <td>0.119640</td>\n",
       "      <td>-0.008565</td>\n",
       "      <td>122.067835</td>\n",
       "      <td>7422.058893</td>\n",
       "      <td>-108.740</td>\n",
       "      <td>-108.740</td>\n",
       "      <td>...</td>\n",
       "      <td>-2562.800</td>\n",
       "      <td>1</td>\n",
       "      <td>-0.995991</td>\n",
       "      <td>7299.991058</td>\n",
       "      <td>103.210</td>\n",
       "      <td>103.210</td>\n",
       "      <td>1238</td>\n",
       "      <td>[{'order_id': '5cd1c23430e4458ea68f31d54987bba...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-01 21:00:00+00:00</th>\n",
       "      <td>0.086089</td>\n",
       "      <td>-0.270489</td>\n",
       "      <td>-0.059365</td>\n",
       "      <td>0.810626</td>\n",
       "      <td>0.119597</td>\n",
       "      <td>-0.008481</td>\n",
       "      <td>-2563.790755</td>\n",
       "      <td>4858.268138</td>\n",
       "      <td>2436.840</td>\n",
       "      <td>2436.840</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.003826</td>\n",
       "      <td>7422.058893</td>\n",
       "      <td>-108.740</td>\n",
       "      <td>-108.740</td>\n",
       "      <td>1239</td>\n",
       "      <td>[{'order_id': 'ae7fce8deb894f189790a759baacad6...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-04 21:00:00+00:00</th>\n",
       "      <td>0.086055</td>\n",
       "      <td>-0.271299</td>\n",
       "      <td>-0.059547</td>\n",
       "      <td>0.808435</td>\n",
       "      <td>0.119551</td>\n",
       "      <td>-0.008460</td>\n",
       "      <td>2428.744520</td>\n",
       "      <td>7287.012658</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.007133</td>\n",
       "      <td>4858.268138</td>\n",
       "      <td>2436.840</td>\n",
       "      <td>2436.840</td>\n",
       "      <td>1240</td>\n",
       "      <td>[{'order_id': '16c63b3306554d3fa4b37f5244de3ed...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-05 21:00:00+00:00</th>\n",
       "      <td>0.086022</td>\n",
       "      <td>-0.272396</td>\n",
       "      <td>-0.059821</td>\n",
       "      <td>0.801931</td>\n",
       "      <td>0.119517</td>\n",
       "      <td>-0.008384</td>\n",
       "      <td>-11958.523775</td>\n",
       "      <td>-4671.511117</td>\n",
       "      <td>11947.550</td>\n",
       "      <td>11947.550</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.011744</td>\n",
       "      <td>7287.012658</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.000</td>\n",
       "      <td>1241</td>\n",
       "      <td>[{'order_id': '731e5bd2285c48c19e6f87fb82c1b24...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-06 21:00:00+00:00</th>\n",
       "      <td>0.085988</td>\n",
       "      <td>-0.272791</td>\n",
       "      <td>-0.059883</td>\n",
       "      <td>0.802273</td>\n",
       "      <td>0.119469</td>\n",
       "      <td>-0.008382</td>\n",
       "      <td>2413.202295</td>\n",
       "      <td>-2258.308822</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.013159</td>\n",
       "      <td>-4671.511117</td>\n",
       "      <td>11947.550</td>\n",
       "      <td>11947.550</td>\n",
       "      <td>1242</td>\n",
       "      <td>[{'order_id': '47e8cbcf320a4af78d316510db15228...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-07 21:00:00+00:00</th>\n",
       "      <td>0.085953</td>\n",
       "      <td>-0.273016</td>\n",
       "      <td>-0.059892</td>\n",
       "      <td>0.807956</td>\n",
       "      <td>0.119427</td>\n",
       "      <td>-0.008384</td>\n",
       "      <td>2509.694025</td>\n",
       "      <td>251.385203</td>\n",
       "      <td>7018.450</td>\n",
       "      <td>7018.450</td>\n",
       "      <td>...</td>\n",
       "      <td>-2511.950</td>\n",
       "      <td>1</td>\n",
       "      <td>-1.013794</td>\n",
       "      <td>-2258.308822</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>1243</td>\n",
       "      <td>[{'order_id': '6b5327d2b931433fafbe8affbdae823...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-08 21:00:00+00:00</th>\n",
       "      <td>0.085919</td>\n",
       "      <td>-0.273225</td>\n",
       "      <td>-0.059893</td>\n",
       "      <td>0.817815</td>\n",
       "      <td>0.119400</td>\n",
       "      <td>-0.008384</td>\n",
       "      <td>-72.835900</td>\n",
       "      <td>178.549303</td>\n",
       "      <td>7089.200</td>\n",
       "      <td>7089.200</td>\n",
       "      <td>...</td>\n",
       "      <td>-2441.200</td>\n",
       "      <td>1</td>\n",
       "      <td>-1.014352</td>\n",
       "      <td>251.385203</td>\n",
       "      <td>7018.450</td>\n",
       "      <td>7018.450</td>\n",
       "      <td>1244</td>\n",
       "      <td>[{'order_id': '664cfacfbd2847d59dd22c4a8c05fc4...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-11 21:00:00+00:00</th>\n",
       "      <td>0.085932</td>\n",
       "      <td>-0.278025</td>\n",
       "      <td>-0.061147</td>\n",
       "      <td>0.823292</td>\n",
       "      <td>0.119357</td>\n",
       "      <td>-0.008610</td>\n",
       "      <td>-2472.478100</td>\n",
       "      <td>-2293.928797</td>\n",
       "      <td>9513.680</td>\n",
       "      <td>9513.680</td>\n",
       "      <td>...</td>\n",
       "      <td>-2420.800</td>\n",
       "      <td>1</td>\n",
       "      <td>-1.034929</td>\n",
       "      <td>178.549303</td>\n",
       "      <td>7089.200</td>\n",
       "      <td>7089.200</td>\n",
       "      <td>1245</td>\n",
       "      <td>[{'order_id': 'bf565526372f4455b3d892c2a25a6ee...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-12 21:00:00+00:00</th>\n",
       "      <td>0.086179</td>\n",
       "      <td>-0.289380</td>\n",
       "      <td>-0.064240</td>\n",
       "      <td>0.826510</td>\n",
       "      <td>0.119311</td>\n",
       "      <td>-0.008886</td>\n",
       "      <td>-130.270310</td>\n",
       "      <td>-2424.199107</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.079968</td>\n",
       "      <td>-2293.928797</td>\n",
       "      <td>9513.680</td>\n",
       "      <td>9513.680</td>\n",
       "      <td>1246</td>\n",
       "      <td>[{'order_id': 'cb6216b69b8e42ce996bdc6616724ac...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-13 21:00:00+00:00</th>\n",
       "      <td>0.086145</td>\n",
       "      <td>-0.289380</td>\n",
       "      <td>-0.064189</td>\n",
       "      <td>0.826304</td>\n",
       "      <td>0.119263</td>\n",
       "      <td>-0.008888</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-2424.199107</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.079534</td>\n",
       "      <td>-2424.199107</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>1247</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-14 21:00:00+00:00</th>\n",
       "      <td>0.086110</td>\n",
       "      <td>-0.289380</td>\n",
       "      <td>-0.064143</td>\n",
       "      <td>0.818842</td>\n",
       "      <td>0.119233</td>\n",
       "      <td>-0.008902</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-2424.199107</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.079102</td>\n",
       "      <td>-2424.199107</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>1248</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-15 21:00:00+00:00</th>\n",
       "      <td>0.086076</td>\n",
       "      <td>-0.289814</td>\n",
       "      <td>-0.064207</td>\n",
       "      <td>0.824661</td>\n",
       "      <td>0.119192</td>\n",
       "      <td>-0.008915</td>\n",
       "      <td>-58.684030</td>\n",
       "      <td>-2482.883137</td>\n",
       "      <td>9584.740</td>\n",
       "      <td>9584.740</td>\n",
       "      <td>...</td>\n",
       "      <td>-2316.860</td>\n",
       "      <td>1</td>\n",
       "      <td>-1.080698</td>\n",
       "      <td>-2424.199107</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>1249</td>\n",
       "      <td>[{'order_id': 'b1575a4c386949828a5de0990a498bb...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-18 21:00:00+00:00</th>\n",
       "      <td>0.086060</td>\n",
       "      <td>-0.292864</td>\n",
       "      <td>-0.064968</td>\n",
       "      <td>0.836232</td>\n",
       "      <td>0.119173</td>\n",
       "      <td>-0.009244</td>\n",
       "      <td>23.839780</td>\n",
       "      <td>-2459.043357</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.094032</td>\n",
       "      <td>-2482.883137</td>\n",
       "      <td>9584.740</td>\n",
       "      <td>9584.740</td>\n",
       "      <td>1250</td>\n",
       "      <td>[{'order_id': 'f9218213a4ea465d81429ff12e25aa5...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-19 21:00:00+00:00</th>\n",
       "      <td>0.086026</td>\n",
       "      <td>-0.293083</td>\n",
       "      <td>-0.064986</td>\n",
       "      <td>0.829180</td>\n",
       "      <td>0.119141</td>\n",
       "      <td>-0.009239</td>\n",
       "      <td>2371.293260</td>\n",
       "      <td>-87.750097</td>\n",
       "      <td>7156.920</td>\n",
       "      <td>7156.920</td>\n",
       "      <td>...</td>\n",
       "      <td>-2373.480</td>\n",
       "      <td>1</td>\n",
       "      <td>-1.094623</td>\n",
       "      <td>-2459.043357</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>1251</td>\n",
       "      <td>[{'order_id': '03a531cc8df040a0b8e75cd8b156374...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-20 21:00:00+00:00</th>\n",
       "      <td>0.085996</td>\n",
       "      <td>-0.291933</td>\n",
       "      <td>-0.064604</td>\n",
       "      <td>0.828221</td>\n",
       "      <td>0.119094</td>\n",
       "      <td>-0.009267</td>\n",
       "      <td>-2361.979900</td>\n",
       "      <td>-2449.729997</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.088767</td>\n",
       "      <td>-87.750097</td>\n",
       "      <td>7156.920</td>\n",
       "      <td>7156.920</td>\n",
       "      <td>1252</td>\n",
       "      <td>[{'order_id': 'e1d64f6feb0244b68659dde8579e751...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-21 21:00:00+00:00</th>\n",
       "      <td>0.085961</td>\n",
       "      <td>-0.291933</td>\n",
       "      <td>-0.064549</td>\n",
       "      <td>0.831987</td>\n",
       "      <td>0.119049</td>\n",
       "      <td>-0.009261</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-2449.729997</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.088332</td>\n",
       "      <td>-2449.729997</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>1253</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-22 21:00:00+00:00</th>\n",
       "      <td>0.085927</td>\n",
       "      <td>-0.291933</td>\n",
       "      <td>-0.064498</td>\n",
       "      <td>0.831508</td>\n",
       "      <td>0.119002</td>\n",
       "      <td>-0.009263</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-2449.729997</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.087898</td>\n",
       "      <td>-2449.729997</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>1254</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-26 21:00:00+00:00</th>\n",
       "      <td>0.085893</td>\n",
       "      <td>-0.292149</td>\n",
       "      <td>-0.064510</td>\n",
       "      <td>0.829317</td>\n",
       "      <td>0.118957</td>\n",
       "      <td>-0.009262</td>\n",
       "      <td>2318.879480</td>\n",
       "      <td>-130.850517</td>\n",
       "      <td>7209.360</td>\n",
       "      <td>7209.360</td>\n",
       "      <td>...</td>\n",
       "      <td>-2321.040</td>\n",
       "      <td>1</td>\n",
       "      <td>-1.088477</td>\n",
       "      <td>-2449.729997</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>1255</td>\n",
       "      <td>[{'order_id': '905f19022a574f34aeecad0cdc4b392...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-27 21:00:00+00:00</th>\n",
       "      <td>0.085863</td>\n",
       "      <td>-0.293696</td>\n",
       "      <td>-0.064896</td>\n",
       "      <td>0.830207</td>\n",
       "      <td>0.118909</td>\n",
       "      <td>-0.009261</td>\n",
       "      <td>-2336.507170</td>\n",
       "      <td>-2467.357687</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.095166</td>\n",
       "      <td>-130.850517</td>\n",
       "      <td>7209.360</td>\n",
       "      <td>7209.360</td>\n",
       "      <td>1256</td>\n",
       "      <td>[{'order_id': '706dce55191a44eda85bc720dd39944...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-28 21:00:00+00:00</th>\n",
       "      <td>0.085829</td>\n",
       "      <td>-0.294134</td>\n",
       "      <td>-0.064964</td>\n",
       "      <td>0.833972</td>\n",
       "      <td>0.118864</td>\n",
       "      <td>-0.009269</td>\n",
       "      <td>-63.968955</td>\n",
       "      <td>-2531.326642</td>\n",
       "      <td>9589.990</td>\n",
       "      <td>9589.990</td>\n",
       "      <td>...</td>\n",
       "      <td>-2349.160</td>\n",
       "      <td>1</td>\n",
       "      <td>-1.096779</td>\n",
       "      <td>-2467.357687</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>1257</td>\n",
       "      <td>[{'order_id': 'e34501ce60bd4bb0a8a7584e5a8b2ad...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-29 21:00:00+00:00</th>\n",
       "      <td>0.085836</td>\n",
       "      <td>-0.298531</td>\n",
       "      <td>-0.066214</td>\n",
       "      <td>0.827057</td>\n",
       "      <td>0.118832</td>\n",
       "      <td>-0.008904</td>\n",
       "      <td>2367.815000</td>\n",
       "      <td>-163.511642</td>\n",
       "      <td>7178.200</td>\n",
       "      <td>7178.200</td>\n",
       "      <td>...</td>\n",
       "      <td>-2352.200</td>\n",
       "      <td>1</td>\n",
       "      <td>-1.115848</td>\n",
       "      <td>-2531.326642</td>\n",
       "      <td>9589.990</td>\n",
       "      <td>9589.990</td>\n",
       "      <td>1258</td>\n",
       "      <td>[{'order_id': '925ba016def742288af359a85684db2...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-02 21:00:00+00:00</th>\n",
       "      <td>0.085816</td>\n",
       "      <td>-0.296304</td>\n",
       "      <td>-0.065556</td>\n",
       "      <td>0.840134</td>\n",
       "      <td>0.118822</td>\n",
       "      <td>-0.008574</td>\n",
       "      <td>-4662.058865</td>\n",
       "      <td>-4825.570507</td>\n",
       "      <td>11862.530</td>\n",
       "      <td>11862.530</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.104872</td>\n",
       "      <td>-163.511642</td>\n",
       "      <td>7178.200</td>\n",
       "      <td>7178.200</td>\n",
       "      <td>1259</td>\n",
       "      <td>[{'order_id': 'b556739dd870470d9275cdede1c9df9...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-03 21:00:00+00:00</th>\n",
       "      <td>0.085786</td>\n",
       "      <td>-0.295188</td>\n",
       "      <td>-0.065197</td>\n",
       "      <td>0.851773</td>\n",
       "      <td>0.118803</td>\n",
       "      <td>-0.008417</td>\n",
       "      <td>2343.287270</td>\n",
       "      <td>-2482.283237</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>9530.400</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.099176</td>\n",
       "      <td>-4825.570507</td>\n",
       "      <td>11862.530</td>\n",
       "      <td>11862.530</td>\n",
       "      <td>1260</td>\n",
       "      <td>[{'order_id': '461bb65692c54df5b12e374028ee8a4...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>500</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1260 rows × 38 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                           algo_volatility  algorithm_period_return     alpha  \\\n",
       "2013-01-03 21:00:00+00:00              NaN                 0.000000       NaN   \n",
       "2013-01-04 21:00:00+00:00         0.000000                 0.000000  0.000000   \n",
       "2013-01-07 21:00:00+00:00         0.000000                 0.000000  0.000000   \n",
       "2013-01-08 21:00:00+00:00         0.000000                 0.000000  0.000000   \n",
       "2013-01-09 21:00:00+00:00         0.000000                 0.000000  0.000000   \n",
       "2013-01-10 21:00:00+00:00         0.000000                 0.000000  0.000000   \n",
       "2013-01-11 21:00:00+00:00         0.000000                 0.000000  0.000000   \n",
       "2013-01-14 21:00:00+00:00         0.000000                 0.000000  0.000000   \n",
       "2013-01-15 21:00:00+00:00         0.000000                 0.000000  0.000000   \n",
       "2013-01-16 21:00:00+00:00         0.001328                -0.000265 -0.007016   \n",
       "2013-01-17 21:00:00+00:00         0.033107                -0.007201 -0.084594   \n",
       "2013-01-18 21:00:00+00:00         0.038635                -0.003025  0.011773   \n",
       "2013-01-22 21:00:00+00:00         0.037444                -0.004590  0.008232   \n",
       "2013-01-23 21:00:00+00:00         0.047287                -0.012140 -0.121928   \n",
       "2013-01-24 21:00:00+00:00         0.046724                -0.010507 -0.078144   \n",
       "2013-01-25 21:00:00+00:00         0.045733                -0.013030 -0.082650   \n",
       "2013-01-28 21:00:00+00:00         0.044392                -0.013030 -0.082674   \n",
       "2013-01-29 21:00:00+00:00         0.043107                -0.013295 -0.072668   \n",
       "2013-01-30 21:00:00+00:00         0.048401                -0.007457  0.042796   \n",
       "2013-01-31 21:00:00+00:00         0.047130                -0.007460  0.022747   \n",
       "2013-02-01 21:00:00+00:00         0.048096                -0.011911  0.022614   \n",
       "2013-02-04 21:00:00+00:00         0.047862                -0.009736 -0.020464   \n",
       "2013-02-05 21:00:00+00:00         0.049856                -0.015345 -0.031754   \n",
       "2013-02-06 21:00:00+00:00         0.049128                -0.014179 -0.014435   \n",
       "2013-02-07 21:00:00+00:00         0.048104                -0.014441 -0.022589   \n",
       "2013-02-08 21:00:00+00:00         0.048497                -0.018627 -0.037421   \n",
       "2013-02-11 21:00:00+00:00         0.047560                -0.019127 -0.041945   \n",
       "2013-02-12 21:00:00+00:00         0.046720                -0.019127 -0.034916   \n",
       "2013-02-13 21:00:00+00:00         0.045922                -0.019127 -0.030727   \n",
       "2013-02-14 21:00:00+00:00         0.045164                -0.019127 -0.026623   \n",
       "...                                    ...                      ...       ...   \n",
       "2017-11-20 21:00:00+00:00         0.085862                -0.275848 -0.061300   \n",
       "2017-11-21 21:00:00+00:00         0.085833                -0.277659 -0.061726   \n",
       "2017-11-22 21:00:00+00:00         0.085798                -0.278093 -0.061801   \n",
       "2017-11-24 18:00:00+00:00         0.085781                -0.275480 -0.061020   \n",
       "2017-11-27 21:00:00+00:00         0.085747                -0.275480 -0.060971   \n",
       "2017-11-28 21:00:00+00:00         0.085934                -0.265762 -0.058409   \n",
       "2017-11-29 21:00:00+00:00         0.085985                -0.259680 -0.056658   \n",
       "2017-11-30 21:00:00+00:00         0.086118                -0.268668 -0.058892   \n",
       "2017-12-01 21:00:00+00:00         0.086089                -0.270489 -0.059365   \n",
       "2017-12-04 21:00:00+00:00         0.086055                -0.271299 -0.059547   \n",
       "2017-12-05 21:00:00+00:00         0.086022                -0.272396 -0.059821   \n",
       "2017-12-06 21:00:00+00:00         0.085988                -0.272791 -0.059883   \n",
       "2017-12-07 21:00:00+00:00         0.085953                -0.273016 -0.059892   \n",
       "2017-12-08 21:00:00+00:00         0.085919                -0.273225 -0.059893   \n",
       "2017-12-11 21:00:00+00:00         0.085932                -0.278025 -0.061147   \n",
       "2017-12-12 21:00:00+00:00         0.086179                -0.289380 -0.064240   \n",
       "2017-12-13 21:00:00+00:00         0.086145                -0.289380 -0.064189   \n",
       "2017-12-14 21:00:00+00:00         0.086110                -0.289380 -0.064143   \n",
       "2017-12-15 21:00:00+00:00         0.086076                -0.289814 -0.064207   \n",
       "2017-12-18 21:00:00+00:00         0.086060                -0.292864 -0.064968   \n",
       "2017-12-19 21:00:00+00:00         0.086026                -0.293083 -0.064986   \n",
       "2017-12-20 21:00:00+00:00         0.085996                -0.291933 -0.064604   \n",
       "2017-12-21 21:00:00+00:00         0.085961                -0.291933 -0.064549   \n",
       "2017-12-22 21:00:00+00:00         0.085927                -0.291933 -0.064498   \n",
       "2017-12-26 21:00:00+00:00         0.085893                -0.292149 -0.064510   \n",
       "2017-12-27 21:00:00+00:00         0.085863                -0.293696 -0.064896   \n",
       "2017-12-28 21:00:00+00:00         0.085829                -0.294134 -0.064964   \n",
       "2017-12-29 21:00:00+00:00         0.085836                -0.298531 -0.066214   \n",
       "2018-01-02 21:00:00+00:00         0.085816                -0.296304 -0.065556   \n",
       "2018-01-03 21:00:00+00:00         0.085786                -0.295188 -0.065197   \n",
       "\n",
       "                           benchmark_period_return  benchmark_volatility  \\\n",
       "2013-01-03 21:00:00+00:00                -0.002259                   NaN   \n",
       "2013-01-04 21:00:00+00:00                 0.002122              0.074658   \n",
       "2013-01-07 21:00:00+00:00                -0.000616              0.063239   \n",
       "2013-01-08 21:00:00+00:00                -0.003492              0.055836   \n",
       "2013-01-09 21:00:00+00:00                -0.000959              0.054081   \n",
       "2013-01-10 21:00:00+00:00                 0.006983              0.071558   \n",
       "2013-01-11 21:00:00+00:00                 0.006915              0.065743   \n",
       "2013-01-14 21:00:00+00:00                 0.006230              0.061586   \n",
       "2013-01-15 21:00:00+00:00                 0.006915              0.057611   \n",
       "2013-01-16 21:00:00+00:00                 0.006778              0.054507   \n",
       "2013-01-17 21:00:00+00:00                 0.013282              0.058644   \n",
       "2013-01-18 21:00:00+00:00                 0.015542              0.056111   \n",
       "2013-01-22 21:00:00+00:00                 0.021019              0.056676   \n",
       "2013-01-23 21:00:00+00:00                 0.022662              0.054453   \n",
       "2013-01-24 21:00:00+00:00                 0.022936              0.052758   \n",
       "2013-01-25 21:00:00+00:00                 0.028687              0.053508   \n",
       "2013-01-28 21:00:00+00:00                 0.027455              0.053058   \n",
       "2013-01-29 21:00:00+00:00                 0.031494              0.052208   \n",
       "2013-01-30 21:00:00+00:00                 0.027455              0.054745   \n",
       "2013-01-31 21:00:00+00:00                 0.024921              0.055051   \n",
       "2013-02-01 21:00:00+00:00                 0.035465              0.062145   \n",
       "2013-02-04 21:00:00+00:00                 0.023826              0.074745   \n",
       "2013-02-05 21:00:00+00:00                 0.034164              0.078889   \n",
       "2013-02-06 21:00:00+00:00                 0.034917              0.077193   \n",
       "2013-02-07 21:00:00+00:00                 0.033548              0.076076   \n",
       "2013-02-08 21:00:00+00:00                 0.039299              0.075695   \n",
       "2013-02-11 21:00:00+00:00                 0.039094              0.074405   \n",
       "2013-02-12 21:00:00+00:00                 0.040805              0.073017   \n",
       "2013-02-13 21:00:00+00:00                 0.041695              0.071722   \n",
       "2013-02-14 21:00:00+00:00                 0.042654              0.070489   \n",
       "...                                            ...                   ...   \n",
       "2017-11-20 21:00:00+00:00                 0.768451              0.119805   \n",
       "2017-11-21 21:00:00+00:00                 0.780022              0.119787   \n",
       "2017-11-22 21:00:00+00:00                 0.778447              0.119740   \n",
       "2017-11-24 18:00:00+00:00                 0.782555              0.119694   \n",
       "2017-11-27 21:00:00+00:00                 0.781665              0.119647   \n",
       "2017-11-28 21:00:00+00:00                 0.799740              0.119678   \n",
       "2017-11-29 21:00:00+00:00                 0.798644              0.119630   \n",
       "2017-11-30 21:00:00+00:00                 0.814391              0.119640   \n",
       "2017-12-01 21:00:00+00:00                 0.810626              0.119597   \n",
       "2017-12-04 21:00:00+00:00                 0.808435              0.119551   \n",
       "2017-12-05 21:00:00+00:00                 0.801931              0.119517   \n",
       "2017-12-06 21:00:00+00:00                 0.802273              0.119469   \n",
       "2017-12-07 21:00:00+00:00                 0.807956              0.119427   \n",
       "2017-12-08 21:00:00+00:00                 0.817815              0.119400   \n",
       "2017-12-11 21:00:00+00:00                 0.823292              0.119357   \n",
       "2017-12-12 21:00:00+00:00                 0.826510              0.119311   \n",
       "2017-12-13 21:00:00+00:00                 0.826304              0.119263   \n",
       "2017-12-14 21:00:00+00:00                 0.818842              0.119233   \n",
       "2017-12-15 21:00:00+00:00                 0.824661              0.119192   \n",
       "2017-12-18 21:00:00+00:00                 0.836232              0.119173   \n",
       "2017-12-19 21:00:00+00:00                 0.829180              0.119141   \n",
       "2017-12-20 21:00:00+00:00                 0.828221              0.119094   \n",
       "2017-12-21 21:00:00+00:00                 0.831987              0.119049   \n",
       "2017-12-22 21:00:00+00:00                 0.831508              0.119002   \n",
       "2017-12-26 21:00:00+00:00                 0.829317              0.118957   \n",
       "2017-12-27 21:00:00+00:00                 0.830207              0.118909   \n",
       "2017-12-28 21:00:00+00:00                 0.833972              0.118864   \n",
       "2017-12-29 21:00:00+00:00                 0.827057              0.118832   \n",
       "2018-01-02 21:00:00+00:00                 0.840134              0.118822   \n",
       "2018-01-03 21:00:00+00:00                 0.851773              0.118803   \n",
       "\n",
       "                               beta  capital_used   ending_cash  \\\n",
       "2013-01-03 21:00:00+00:00       NaN      0.000000  10000.000000   \n",
       "2013-01-04 21:00:00+00:00  0.000000      0.000000  10000.000000   \n",
       "2013-01-07 21:00:00+00:00  0.000000      0.000000  10000.000000   \n",
       "2013-01-08 21:00:00+00:00  0.000000      0.000000  10000.000000   \n",
       "2013-01-09 21:00:00+00:00  0.000000      0.000000  10000.000000   \n",
       "2013-01-10 21:00:00+00:00  0.000000      0.000000  10000.000000   \n",
       "2013-01-11 21:00:00+00:00  0.000000      0.000000  10000.000000   \n",
       "2013-01-14 21:00:00+00:00  0.000000      0.000000  10000.000000   \n",
       "2013-01-15 21:00:00+00:00  0.000000      0.000000  10000.000000   \n",
       "2013-01-16 21:00:00+00:00  0.002037   3218.274540  13218.274540   \n",
       "2013-01-17 21:00:00+00:00 -0.264516    110.174385  13328.448925   \n",
       "2013-01-18 21:00:00+00:00 -0.229489    -79.489225  13248.959700   \n",
       "2013-01-22 21:00:00+00:00 -0.238853     30.504240  13279.463940   \n",
       "2013-01-23 21:00:00+00:00 -0.238943  -3294.700470   9984.763470   \n",
       "2013-01-24 21:00:00+00:00 -0.256738   3210.670655  13195.434125   \n",
       "2013-01-25 21:00:00+00:00 -0.274730  -3325.736525   9869.697600   \n",
       "2013-01-28 21:00:00+00:00 -0.274712      0.000000   9869.697600   \n",
       "2013-01-29 21:00:00+00:00 -0.261063   3277.627861  13147.325461   \n",
       "2013-01-30 21:00:00+00:00 -0.390540      0.000000  13147.325461   \n",
       "2013-01-31 21:00:00+00:00 -0.372136     78.685138  13226.010599   \n",
       "2013-02-01 21:00:00+00:00 -0.393112      0.000000  13226.010599   \n",
       "2013-02-04 21:00:00+00:00 -0.332035    -49.174075  13176.836524   \n",
       "2013-02-05 21:00:00+00:00 -0.367432     15.311840  13192.148364   \n",
       "2013-02-06 21:00:00+00:00 -0.369503  -3333.940625   9858.207739   \n",
       "2013-02-07 21:00:00+00:00 -0.366146   3231.762810  13089.970549   \n",
       "2013-02-08 21:00:00+00:00 -0.381326  -6562.538630   6527.431919   \n",
       "2013-02-11 21:00:00+00:00 -0.380080   3281.298030   9808.729949   \n",
       "2013-02-12 21:00:00+00:00 -0.379792      0.000000   9808.729949   \n",
       "2013-02-13 21:00:00+00:00 -0.380250      0.000000   9808.729949   \n",
       "2013-02-14 21:00:00+00:00 -0.380648      0.000000   9808.729949   \n",
       "...                             ...           ...           ...   \n",
       "2017-11-20 21:00:00+00:00 -0.008841      0.000000   4824.057763   \n",
       "2017-11-21 21:00:00+00:00 -0.009031   2399.349225   7223.406988   \n",
       "2017-11-22 21:00:00+00:00 -0.009024  -4674.785225   2548.621763   \n",
       "2017-11-24 18:00:00+00:00 -0.008923   2307.924960   4856.546723   \n",
       "2017-11-27 21:00:00+00:00 -0.008927      0.000000   4856.546723   \n",
       "2017-11-28 21:00:00+00:00 -0.007039      0.000000   4856.546723   \n",
       "2017-11-29 21:00:00+00:00 -0.007174   2443.444335   7299.991058   \n",
       "2017-11-30 21:00:00+00:00 -0.008565    122.067835   7422.058893   \n",
       "2017-12-01 21:00:00+00:00 -0.008481  -2563.790755   4858.268138   \n",
       "2017-12-04 21:00:00+00:00 -0.008460   2428.744520   7287.012658   \n",
       "2017-12-05 21:00:00+00:00 -0.008384 -11958.523775  -4671.511117   \n",
       "2017-12-06 21:00:00+00:00 -0.008382   2413.202295  -2258.308822   \n",
       "2017-12-07 21:00:00+00:00 -0.008384   2509.694025    251.385203   \n",
       "2017-12-08 21:00:00+00:00 -0.008384    -72.835900    178.549303   \n",
       "2017-12-11 21:00:00+00:00 -0.008610  -2472.478100  -2293.928797   \n",
       "2017-12-12 21:00:00+00:00 -0.008886   -130.270310  -2424.199107   \n",
       "2017-12-13 21:00:00+00:00 -0.008888      0.000000  -2424.199107   \n",
       "2017-12-14 21:00:00+00:00 -0.008902      0.000000  -2424.199107   \n",
       "2017-12-15 21:00:00+00:00 -0.008915    -58.684030  -2482.883137   \n",
       "2017-12-18 21:00:00+00:00 -0.009244     23.839780  -2459.043357   \n",
       "2017-12-19 21:00:00+00:00 -0.009239   2371.293260    -87.750097   \n",
       "2017-12-20 21:00:00+00:00 -0.009267  -2361.979900  -2449.729997   \n",
       "2017-12-21 21:00:00+00:00 -0.009261      0.000000  -2449.729997   \n",
       "2017-12-22 21:00:00+00:00 -0.009263      0.000000  -2449.729997   \n",
       "2017-12-26 21:00:00+00:00 -0.009262   2318.879480   -130.850517   \n",
       "2017-12-27 21:00:00+00:00 -0.009261  -2336.507170  -2467.357687   \n",
       "2017-12-28 21:00:00+00:00 -0.009269    -63.968955  -2531.326642   \n",
       "2017-12-29 21:00:00+00:00 -0.008904   2367.815000   -163.511642   \n",
       "2018-01-02 21:00:00+00:00 -0.008574  -4662.058865  -4825.570507   \n",
       "2018-01-03 21:00:00+00:00 -0.008417   2343.287270  -2482.283237   \n",
       "\n",
       "                           ending_exposure  ending_value      ...       \\\n",
       "2013-01-03 21:00:00+00:00            0.000         0.000      ...        \n",
       "2013-01-04 21:00:00+00:00            0.000         0.000      ...        \n",
       "2013-01-07 21:00:00+00:00            0.000         0.000      ...        \n",
       "2013-01-08 21:00:00+00:00            0.000         0.000      ...        \n",
       "2013-01-09 21:00:00+00:00            0.000         0.000      ...        \n",
       "2013-01-10 21:00:00+00:00            0.000         0.000      ...        \n",
       "2013-01-11 21:00:00+00:00            0.000         0.000      ...        \n",
       "2013-01-14 21:00:00+00:00            0.000         0.000      ...        \n",
       "2013-01-15 21:00:00+00:00            0.000         0.000      ...        \n",
       "2013-01-16 21:00:00+00:00        -3220.920     -3220.920      ...        \n",
       "2013-01-17 21:00:00+00:00        -3400.460     -3400.460      ...        \n",
       "2013-01-18 21:00:00+00:00        -3279.210     -3279.210      ...        \n",
       "2013-01-22 21:00:00+00:00        -3325.360     -3325.360      ...        \n",
       "2013-01-23 21:00:00+00:00         -106.160      -106.160      ...        \n",
       "2013-01-24 21:00:00+00:00        -3300.500     -3300.500      ...        \n",
       "2013-01-25 21:00:00+00:00            0.000         0.000      ...        \n",
       "2013-01-28 21:00:00+00:00            0.000         0.000      ...        \n",
       "2013-01-29 21:00:00+00:00        -3280.278     -3280.278      ...        \n",
       "2013-01-30 21:00:00+00:00        -3221.900     -3221.900      ...        \n",
       "2013-01-31 21:00:00+00:00        -3300.615     -3300.615      ...        \n",
       "2013-02-01 21:00:00+00:00        -3345.120     -3345.120      ...        \n",
       "2013-02-04 21:00:00+00:00        -3274.200     -3274.200      ...        \n",
       "2013-02-05 21:00:00+00:00        -3345.600     -3345.600      ...        \n",
       "2013-02-06 21:00:00+00:00            0.000         0.000      ...        \n",
       "2013-02-07 21:00:00+00:00        -3234.380     -3234.380      ...        \n",
       "2013-02-08 21:00:00+00:00         3286.300      3286.300      ...        \n",
       "2013-02-11 21:00:00+00:00            0.000         0.000      ...        \n",
       "2013-02-12 21:00:00+00:00            0.000         0.000      ...        \n",
       "2013-02-13 21:00:00+00:00            0.000         0.000      ...        \n",
       "2013-02-14 21:00:00+00:00            0.000         0.000      ...        \n",
       "...                                    ...           ...      ...        \n",
       "2017-11-20 21:00:00+00:00         2417.460      2417.460      ...        \n",
       "2017-11-21 21:00:00+00:00            0.000         0.000      ...        \n",
       "2017-11-22 21:00:00+00:00         4670.450      4670.450      ...        \n",
       "2017-11-24 18:00:00+00:00         2388.650      2388.650      ...        \n",
       "2017-11-27 21:00:00+00:00         2388.650      2388.650      ...        \n",
       "2017-11-28 21:00:00+00:00         2485.830      2485.830      ...        \n",
       "2017-11-29 21:00:00+00:00          103.210       103.210      ...        \n",
       "2017-11-30 21:00:00+00:00         -108.740      -108.740      ...        \n",
       "2017-12-01 21:00:00+00:00         2436.840      2436.840      ...        \n",
       "2017-12-04 21:00:00+00:00            0.000         0.000      ...        \n",
       "2017-12-05 21:00:00+00:00        11947.550     11947.550      ...        \n",
       "2017-12-06 21:00:00+00:00         9530.400      9530.400      ...        \n",
       "2017-12-07 21:00:00+00:00         7018.450      7018.450      ...        \n",
       "2017-12-08 21:00:00+00:00         7089.200      7089.200      ...        \n",
       "2017-12-11 21:00:00+00:00         9513.680      9513.680      ...        \n",
       "2017-12-12 21:00:00+00:00         9530.400      9530.400      ...        \n",
       "2017-12-13 21:00:00+00:00         9530.400      9530.400      ...        \n",
       "2017-12-14 21:00:00+00:00         9530.400      9530.400      ...        \n",
       "2017-12-15 21:00:00+00:00         9584.740      9584.740      ...        \n",
       "2017-12-18 21:00:00+00:00         9530.400      9530.400      ...        \n",
       "2017-12-19 21:00:00+00:00         7156.920      7156.920      ...        \n",
       "2017-12-20 21:00:00+00:00         9530.400      9530.400      ...        \n",
       "2017-12-21 21:00:00+00:00         9530.400      9530.400      ...        \n",
       "2017-12-22 21:00:00+00:00         9530.400      9530.400      ...        \n",
       "2017-12-26 21:00:00+00:00         7209.360      7209.360      ...        \n",
       "2017-12-27 21:00:00+00:00         9530.400      9530.400      ...        \n",
       "2017-12-28 21:00:00+00:00         9589.990      9589.990      ...        \n",
       "2017-12-29 21:00:00+00:00         7178.200      7178.200      ...        \n",
       "2018-01-02 21:00:00+00:00        11862.530     11862.530      ...        \n",
       "2018-01-03 21:00:00+00:00         9530.400      9530.400      ...        \n",
       "\n",
       "                           short_value  shorts_count   sortino  starting_cash  \\\n",
       "2013-01-03 21:00:00+00:00        0.000             0       NaN   10000.000000   \n",
       "2013-01-04 21:00:00+00:00        0.000             0       NaN   10000.000000   \n",
       "2013-01-07 21:00:00+00:00        0.000             0       NaN   10000.000000   \n",
       "2013-01-08 21:00:00+00:00        0.000             0       NaN   10000.000000   \n",
       "2013-01-09 21:00:00+00:00        0.000             0       NaN   10000.000000   \n",
       "2013-01-10 21:00:00+00:00        0.000             0       NaN   10000.000000   \n",
       "2013-01-11 21:00:00+00:00        0.000             0       NaN   10000.000000   \n",
       "2013-01-14 21:00:00+00:00        0.000             0       NaN   10000.000000   \n",
       "2013-01-15 21:00:00+00:00        0.000             0       NaN   10000.000000   \n",
       "2013-01-16 21:00:00+00:00    -3220.920             1 -5.019960   10000.000000   \n",
       "2013-01-17 21:00:00+00:00    -3400.460             1 -4.965229   13218.274540   \n",
       "2013-01-18 21:00:00+00:00    -3279.210             1 -1.977699   13328.448925   \n",
       "2013-01-22 21:00:00+00:00    -3325.360             1 -2.823981   13248.959700   \n",
       "2013-01-23 21:00:00+00:00    -3397.100             1 -4.955843   13279.463940   \n",
       "2013-01-24 21:00:00+00:00    -3300.500             1 -4.136410    9984.763470   \n",
       "2013-01-25 21:00:00+00:00        0.000             0 -4.834905   13195.434125   \n",
       "2013-01-28 21:00:00+00:00        0.000             0 -4.690546    9869.697600   \n",
       "2013-01-29 21:00:00+00:00    -3280.278             1 -4.650736    9869.697600   \n",
       "2013-01-30 21:00:00+00:00    -3221.900             1 -2.515517   13147.325461   \n",
       "2013-01-31 21:00:00+00:00    -3300.615             1 -2.452820   13147.325461   \n",
       "2013-02-01 21:00:00+00:00    -3345.120             1 -3.545529   13226.010599   \n",
       "2013-02-04 21:00:00+00:00    -3274.200             1 -2.822676   13226.010599   \n",
       "2013-02-05 21:00:00+00:00    -3345.600             1 -3.932201   13176.836524   \n",
       "2013-02-06 21:00:00+00:00        0.000             0 -3.552468   13192.148364   \n",
       "2013-02-07 21:00:00+00:00    -3234.380             1 -3.545176    9858.207739   \n",
       "2013-02-08 21:00:00+00:00        0.000             0 -4.274518   13089.970549   \n",
       "2013-02-11 21:00:00+00:00        0.000             0 -4.306051    6527.431919   \n",
       "2013-02-12 21:00:00+00:00        0.000             0 -4.228459    9808.729949   \n",
       "2013-02-13 21:00:00+00:00        0.000             0 -4.154915    9808.729949   \n",
       "2013-02-14 21:00:00+00:00        0.000             0 -4.085079    9808.729949   \n",
       "...                                ...           ...       ...            ...   \n",
       "2017-11-20 21:00:00+00:00        0.000             0 -1.037451    4824.057763   \n",
       "2017-11-21 21:00:00+00:00        0.000             0 -1.045354    4824.057763   \n",
       "2017-11-22 21:00:00+00:00        0.000             0 -1.046960    7223.406988   \n",
       "2017-11-24 18:00:00+00:00        0.000             0 -1.034236    2548.621763   \n",
       "2017-11-27 21:00:00+00:00        0.000             0 -1.033817    4856.546723   \n",
       "2017-11-28 21:00:00+00:00        0.000             0 -0.987845    4856.546723   \n",
       "2017-11-29 21:00:00+00:00    -4910.730             2 -0.959322    4856.546723   \n",
       "2017-11-30 21:00:00+00:00    -2562.800             1 -0.995991    7299.991058   \n",
       "2017-12-01 21:00:00+00:00        0.000             0 -1.003826    7422.058893   \n",
       "2017-12-04 21:00:00+00:00        0.000             0 -1.007133    4858.268138   \n",
       "2017-12-05 21:00:00+00:00        0.000             0 -1.011744    7287.012658   \n",
       "2017-12-06 21:00:00+00:00        0.000             0 -1.013159   -4671.511117   \n",
       "2017-12-07 21:00:00+00:00    -2511.950             1 -1.013794   -2258.308822   \n",
       "2017-12-08 21:00:00+00:00    -2441.200             1 -1.014352     251.385203   \n",
       "2017-12-11 21:00:00+00:00    -2420.800             1 -1.034929     178.549303   \n",
       "2017-12-12 21:00:00+00:00        0.000             0 -1.079968   -2293.928797   \n",
       "2017-12-13 21:00:00+00:00        0.000             0 -1.079534   -2424.199107   \n",
       "2017-12-14 21:00:00+00:00        0.000             0 -1.079102   -2424.199107   \n",
       "2017-12-15 21:00:00+00:00    -2316.860             1 -1.080698   -2424.199107   \n",
       "2017-12-18 21:00:00+00:00        0.000             0 -1.094032   -2482.883137   \n",
       "2017-12-19 21:00:00+00:00    -2373.480             1 -1.094623   -2459.043357   \n",
       "2017-12-20 21:00:00+00:00        0.000             0 -1.088767     -87.750097   \n",
       "2017-12-21 21:00:00+00:00        0.000             0 -1.088332   -2449.729997   \n",
       "2017-12-22 21:00:00+00:00        0.000             0 -1.087898   -2449.729997   \n",
       "2017-12-26 21:00:00+00:00    -2321.040             1 -1.088477   -2449.729997   \n",
       "2017-12-27 21:00:00+00:00        0.000             0 -1.095166    -130.850517   \n",
       "2017-12-28 21:00:00+00:00    -2349.160             1 -1.096779   -2467.357687   \n",
       "2017-12-29 21:00:00+00:00    -2352.200             1 -1.115848   -2531.326642   \n",
       "2018-01-02 21:00:00+00:00        0.000             0 -1.104872    -163.511642   \n",
       "2018-01-03 21:00:00+00:00        0.000             0 -1.099176   -4825.570507   \n",
       "\n",
       "                           starting_exposure  starting_value  trading_days  \\\n",
       "2013-01-03 21:00:00+00:00              0.000           0.000             1   \n",
       "2013-01-04 21:00:00+00:00              0.000           0.000             2   \n",
       "2013-01-07 21:00:00+00:00              0.000           0.000             3   \n",
       "2013-01-08 21:00:00+00:00              0.000           0.000             4   \n",
       "2013-01-09 21:00:00+00:00              0.000           0.000             5   \n",
       "2013-01-10 21:00:00+00:00              0.000           0.000             6   \n",
       "2013-01-11 21:00:00+00:00              0.000           0.000             7   \n",
       "2013-01-14 21:00:00+00:00              0.000           0.000             8   \n",
       "2013-01-15 21:00:00+00:00              0.000           0.000             9   \n",
       "2013-01-16 21:00:00+00:00              0.000           0.000            10   \n",
       "2013-01-17 21:00:00+00:00          -3220.920       -3220.920            11   \n",
       "2013-01-18 21:00:00+00:00          -3400.460       -3400.460            12   \n",
       "2013-01-22 21:00:00+00:00          -3279.210       -3279.210            13   \n",
       "2013-01-23 21:00:00+00:00          -3325.360       -3325.360            14   \n",
       "2013-01-24 21:00:00+00:00           -106.160        -106.160            15   \n",
       "2013-01-25 21:00:00+00:00          -3300.500       -3300.500            16   \n",
       "2013-01-28 21:00:00+00:00              0.000           0.000            17   \n",
       "2013-01-29 21:00:00+00:00              0.000           0.000            18   \n",
       "2013-01-30 21:00:00+00:00          -3280.278       -3280.278            19   \n",
       "2013-01-31 21:00:00+00:00          -3221.900       -3221.900            20   \n",
       "2013-02-01 21:00:00+00:00          -3300.615       -3300.615            21   \n",
       "2013-02-04 21:00:00+00:00          -3345.120       -3345.120            22   \n",
       "2013-02-05 21:00:00+00:00          -3274.200       -3274.200            23   \n",
       "2013-02-06 21:00:00+00:00          -3345.600       -3345.600            24   \n",
       "2013-02-07 21:00:00+00:00              0.000           0.000            25   \n",
       "2013-02-08 21:00:00+00:00          -3234.380       -3234.380            26   \n",
       "2013-02-11 21:00:00+00:00           3286.300        3286.300            27   \n",
       "2013-02-12 21:00:00+00:00              0.000           0.000            28   \n",
       "2013-02-13 21:00:00+00:00              0.000           0.000            29   \n",
       "2013-02-14 21:00:00+00:00              0.000           0.000            30   \n",
       "...                                      ...             ...           ...   \n",
       "2017-11-20 21:00:00+00:00           2412.730        2412.730          1231   \n",
       "2017-11-21 21:00:00+00:00           2417.460        2417.460          1232   \n",
       "2017-11-22 21:00:00+00:00              0.000           0.000          1233   \n",
       "2017-11-24 18:00:00+00:00           4670.450        4670.450          1234   \n",
       "2017-11-27 21:00:00+00:00           2388.650        2388.650          1235   \n",
       "2017-11-28 21:00:00+00:00           2388.650        2388.650          1236   \n",
       "2017-11-29 21:00:00+00:00           2485.830        2485.830          1237   \n",
       "2017-11-30 21:00:00+00:00            103.210         103.210          1238   \n",
       "2017-12-01 21:00:00+00:00           -108.740        -108.740          1239   \n",
       "2017-12-04 21:00:00+00:00           2436.840        2436.840          1240   \n",
       "2017-12-05 21:00:00+00:00              0.000           0.000          1241   \n",
       "2017-12-06 21:00:00+00:00          11947.550       11947.550          1242   \n",
       "2017-12-07 21:00:00+00:00           9530.400        9530.400          1243   \n",
       "2017-12-08 21:00:00+00:00           7018.450        7018.450          1244   \n",
       "2017-12-11 21:00:00+00:00           7089.200        7089.200          1245   \n",
       "2017-12-12 21:00:00+00:00           9513.680        9513.680          1246   \n",
       "2017-12-13 21:00:00+00:00           9530.400        9530.400          1247   \n",
       "2017-12-14 21:00:00+00:00           9530.400        9530.400          1248   \n",
       "2017-12-15 21:00:00+00:00           9530.400        9530.400          1249   \n",
       "2017-12-18 21:00:00+00:00           9584.740        9584.740          1250   \n",
       "2017-12-19 21:00:00+00:00           9530.400        9530.400          1251   \n",
       "2017-12-20 21:00:00+00:00           7156.920        7156.920          1252   \n",
       "2017-12-21 21:00:00+00:00           9530.400        9530.400          1253   \n",
       "2017-12-22 21:00:00+00:00           9530.400        9530.400          1254   \n",
       "2017-12-26 21:00:00+00:00           9530.400        9530.400          1255   \n",
       "2017-12-27 21:00:00+00:00           7209.360        7209.360          1256   \n",
       "2017-12-28 21:00:00+00:00           9530.400        9530.400          1257   \n",
       "2017-12-29 21:00:00+00:00           9589.990        9589.990          1258   \n",
       "2018-01-02 21:00:00+00:00           7178.200        7178.200          1259   \n",
       "2018-01-03 21:00:00+00:00          11862.530       11862.530          1260   \n",
       "\n",
       "                                                                transactions  \\\n",
       "2013-01-03 21:00:00+00:00                                                 []   \n",
       "2013-01-04 21:00:00+00:00                                                 []   \n",
       "2013-01-07 21:00:00+00:00                                                 []   \n",
       "2013-01-08 21:00:00+00:00                                                 []   \n",
       "2013-01-09 21:00:00+00:00                                                 []   \n",
       "2013-01-10 21:00:00+00:00                                                 []   \n",
       "2013-01-11 21:00:00+00:00                                                 []   \n",
       "2013-01-14 21:00:00+00:00                                                 []   \n",
       "2013-01-15 21:00:00+00:00                                                 []   \n",
       "2013-01-16 21:00:00+00:00  [{'order_id': '862be303b0284f30858e717d5ed8901...   \n",
       "2013-01-17 21:00:00+00:00  [{'order_id': '6266d26622eb44089ef211cfcd925ed...   \n",
       "2013-01-18 21:00:00+00:00  [{'order_id': '1723f701cde246a2a9a57ec6fed64fd...   \n",
       "2013-01-22 21:00:00+00:00  [{'order_id': '05faa7fcd2cb410e8af6fe7611bce24...   \n",
       "2013-01-23 21:00:00+00:00  [{'order_id': 'ac8caa7d1f8a4db5ba901839da21199...   \n",
       "2013-01-24 21:00:00+00:00  [{'order_id': 'cde764332c4c4ae8b1c72a6b7ba48d5...   \n",
       "2013-01-25 21:00:00+00:00  [{'order_id': 'e9b9a8d0663646f6a961fe2e9af85fe...   \n",
       "2013-01-28 21:00:00+00:00                                                 []   \n",
       "2013-01-29 21:00:00+00:00  [{'order_id': '8d6372d3e3b7435b806d4b6a686ed17...   \n",
       "2013-01-30 21:00:00+00:00                                                 []   \n",
       "2013-01-31 21:00:00+00:00  [{'order_id': 'bc984e220617466099802c7199516de...   \n",
       "2013-02-01 21:00:00+00:00                                                 []   \n",
       "2013-02-04 21:00:00+00:00  [{'order_id': 'a5b760b9f6004d22a607a377c400197...   \n",
       "2013-02-05 21:00:00+00:00  [{'order_id': '177707c692fb425397895e85ae06734...   \n",
       "2013-02-06 21:00:00+00:00  [{'order_id': 'af6159278e664158b103a14760e75fa...   \n",
       "2013-02-07 21:00:00+00:00  [{'order_id': '3f51e33f1f5a4d48a76c2a51fd03846...   \n",
       "2013-02-08 21:00:00+00:00  [{'order_id': '25efd1ca4a5b449292020502e5048a1...   \n",
       "2013-02-11 21:00:00+00:00  [{'order_id': '358bf5af65ef46009525c01afcf7056...   \n",
       "2013-02-12 21:00:00+00:00                                                 []   \n",
       "2013-02-13 21:00:00+00:00                                                 []   \n",
       "2013-02-14 21:00:00+00:00                                                 []   \n",
       "...                                                                      ...   \n",
       "2017-11-20 21:00:00+00:00                                                 []   \n",
       "2017-11-21 21:00:00+00:00  [{'order_id': '4a6bce6cf6ba47f7822be31f25eee09...   \n",
       "2017-11-22 21:00:00+00:00  [{'order_id': '4b0822c0b3b24c22b058714d4ceb272...   \n",
       "2017-11-24 18:00:00+00:00  [{'order_id': '492c1b5859354e76a1e7b5022bfe5e7...   \n",
       "2017-11-27 21:00:00+00:00                                                 []   \n",
       "2017-11-28 21:00:00+00:00                                                 []   \n",
       "2017-11-29 21:00:00+00:00  [{'order_id': '18cf24bbbea14d1283b50c33fee462b...   \n",
       "2017-11-30 21:00:00+00:00  [{'order_id': '5cd1c23430e4458ea68f31d54987bba...   \n",
       "2017-12-01 21:00:00+00:00  [{'order_id': 'ae7fce8deb894f189790a759baacad6...   \n",
       "2017-12-04 21:00:00+00:00  [{'order_id': '16c63b3306554d3fa4b37f5244de3ed...   \n",
       "2017-12-05 21:00:00+00:00  [{'order_id': '731e5bd2285c48c19e6f87fb82c1b24...   \n",
       "2017-12-06 21:00:00+00:00  [{'order_id': '47e8cbcf320a4af78d316510db15228...   \n",
       "2017-12-07 21:00:00+00:00  [{'order_id': '6b5327d2b931433fafbe8affbdae823...   \n",
       "2017-12-08 21:00:00+00:00  [{'order_id': '664cfacfbd2847d59dd22c4a8c05fc4...   \n",
       "2017-12-11 21:00:00+00:00  [{'order_id': 'bf565526372f4455b3d892c2a25a6ee...   \n",
       "2017-12-12 21:00:00+00:00  [{'order_id': 'cb6216b69b8e42ce996bdc6616724ac...   \n",
       "2017-12-13 21:00:00+00:00                                                 []   \n",
       "2017-12-14 21:00:00+00:00                                                 []   \n",
       "2017-12-15 21:00:00+00:00  [{'order_id': 'b1575a4c386949828a5de0990a498bb...   \n",
       "2017-12-18 21:00:00+00:00  [{'order_id': 'f9218213a4ea465d81429ff12e25aa5...   \n",
       "2017-12-19 21:00:00+00:00  [{'order_id': '03a531cc8df040a0b8e75cd8b156374...   \n",
       "2017-12-20 21:00:00+00:00  [{'order_id': 'e1d64f6feb0244b68659dde8579e751...   \n",
       "2017-12-21 21:00:00+00:00                                                 []   \n",
       "2017-12-22 21:00:00+00:00                                                 []   \n",
       "2017-12-26 21:00:00+00:00  [{'order_id': '905f19022a574f34aeecad0cdc4b392...   \n",
       "2017-12-27 21:00:00+00:00  [{'order_id': '706dce55191a44eda85bc720dd39944...   \n",
       "2017-12-28 21:00:00+00:00  [{'order_id': 'e34501ce60bd4bb0a8a7584e5a8b2ad...   \n",
       "2017-12-29 21:00:00+00:00  [{'order_id': '925ba016def742288af359a85684db2...   \n",
       "2018-01-02 21:00:00+00:00  [{'order_id': 'b556739dd870470d9275cdede1c9df9...   \n",
       "2018-01-03 21:00:00+00:00  [{'order_id': '461bb65692c54df5b12e374028ee8a4...   \n",
       "\n",
       "                          treasury_period_return universe_size  \n",
       "2013-01-03 21:00:00+00:00                    0.0           500  \n",
       "2013-01-04 21:00:00+00:00                    0.0           500  \n",
       "2013-01-07 21:00:00+00:00                    0.0           500  \n",
       "2013-01-08 21:00:00+00:00                    0.0           500  \n",
       "2013-01-09 21:00:00+00:00                    0.0           500  \n",
       "2013-01-10 21:00:00+00:00                    0.0           500  \n",
       "2013-01-11 21:00:00+00:00                    0.0           500  \n",
       "2013-01-14 21:00:00+00:00                    0.0           500  \n",
       "2013-01-15 21:00:00+00:00                    0.0           500  \n",
       "2013-01-16 21:00:00+00:00                    0.0           500  \n",
       "2013-01-17 21:00:00+00:00                    0.0           500  \n",
       "2013-01-18 21:00:00+00:00                    0.0           500  \n",
       "2013-01-22 21:00:00+00:00                    0.0           500  \n",
       "2013-01-23 21:00:00+00:00                    0.0           500  \n",
       "2013-01-24 21:00:00+00:00                    0.0           500  \n",
       "2013-01-25 21:00:00+00:00                    0.0           500  \n",
       "2013-01-28 21:00:00+00:00                    0.0           500  \n",
       "2013-01-29 21:00:00+00:00                    0.0           500  \n",
       "2013-01-30 21:00:00+00:00                    0.0           500  \n",
       "2013-01-31 21:00:00+00:00                    0.0           500  \n",
       "2013-02-01 21:00:00+00:00                    0.0           500  \n",
       "2013-02-04 21:00:00+00:00                    0.0           500  \n",
       "2013-02-05 21:00:00+00:00                    0.0           500  \n",
       "2013-02-06 21:00:00+00:00                    0.0           500  \n",
       "2013-02-07 21:00:00+00:00                    0.0           500  \n",
       "2013-02-08 21:00:00+00:00                    0.0           500  \n",
       "2013-02-11 21:00:00+00:00                    0.0           500  \n",
       "2013-02-12 21:00:00+00:00                    0.0           500  \n",
       "2013-02-13 21:00:00+00:00                    0.0           500  \n",
       "2013-02-14 21:00:00+00:00                    0.0           500  \n",
       "...                                          ...           ...  \n",
       "2017-11-20 21:00:00+00:00                    0.0           500  \n",
       "2017-11-21 21:00:00+00:00                    0.0           500  \n",
       "2017-11-22 21:00:00+00:00                    0.0           500  \n",
       "2017-11-24 18:00:00+00:00                    0.0           500  \n",
       "2017-11-27 21:00:00+00:00                    0.0           500  \n",
       "2017-11-28 21:00:00+00:00                    0.0           500  \n",
       "2017-11-29 21:00:00+00:00                    0.0           500  \n",
       "2017-11-30 21:00:00+00:00                    0.0           500  \n",
       "2017-12-01 21:00:00+00:00                    0.0           500  \n",
       "2017-12-04 21:00:00+00:00                    0.0           500  \n",
       "2017-12-05 21:00:00+00:00                    0.0           500  \n",
       "2017-12-06 21:00:00+00:00                    0.0           500  \n",
       "2017-12-07 21:00:00+00:00                    0.0           500  \n",
       "2017-12-08 21:00:00+00:00                    0.0           500  \n",
       "2017-12-11 21:00:00+00:00                    0.0           500  \n",
       "2017-12-12 21:00:00+00:00                    0.0           500  \n",
       "2017-12-13 21:00:00+00:00                    0.0           500  \n",
       "2017-12-14 21:00:00+00:00                    0.0           500  \n",
       "2017-12-15 21:00:00+00:00                    0.0           500  \n",
       "2017-12-18 21:00:00+00:00                    0.0           500  \n",
       "2017-12-19 21:00:00+00:00                    0.0           500  \n",
       "2017-12-20 21:00:00+00:00                    0.0           500  \n",
       "2017-12-21 21:00:00+00:00                    0.0           500  \n",
       "2017-12-22 21:00:00+00:00                    0.0           500  \n",
       "2017-12-26 21:00:00+00:00                    0.0           500  \n",
       "2017-12-27 21:00:00+00:00                    0.0           500  \n",
       "2017-12-28 21:00:00+00:00                    0.0           500  \n",
       "2017-12-29 21:00:00+00:00                    0.0           500  \n",
       "2018-01-02 21:00:00+00:00                    0.0           500  \n",
       "2018-01-03 21:00:00+00:00                    0.0           500  \n",
       "\n",
       "[1260 rows x 38 columns]"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "%%time\n",
    "%%zipline --start 2013-1-3 --end 2018-1-3 --capital-base 10000\n",
    "\n",
    "from six import viewkeys\n",
    "from zipline.api import (\n",
    "    attach_pipeline,\n",
    "    date_rules,\n",
    "    order_target_percent,\n",
    "    pipeline_output,\n",
    "    record,\n",
    "    schedule_function,\n",
    ")\n",
    "from zipline.finance import commission, slippage\n",
    "from zipline.pipeline import Pipeline\n",
    "from zipline.pipeline.factors import RSI, AverageDollarVolume\n",
    "\n",
    "def make_pipeline():\n",
    "    rsi = RSI()\n",
    "    universe = AverageDollarVolume(window_length=120).top(500)\n",
    "    return Pipeline(\n",
    "        columns={\n",
    "            'longs': rsi.top(3),\n",
    "            'shorts': rsi.bottom(3),\n",
    "        },\n",
    "        screen=universe\n",
    "    )\n",
    "\n",
    "\n",
    "def rebalance(context, data):\n",
    "\n",
    "    # Pipeline data will be a dataframe with boolean columns named 'longs' and\n",
    "    # 'shorts'.\n",
    "    pipeline_data = context.pipeline_data\n",
    "    all_assets = pipeline_data.index\n",
    "\n",
    "    longs = all_assets[pipeline_data.longs]\n",
    "    shorts = all_assets[pipeline_data.shorts]\n",
    "\n",
    "    record(universe_size=len(all_assets))\n",
    "\n",
    "    # Build a 2x-leveraged, equal-weight, long-short portfolio.\n",
    "    one_third = 1.0 / 3.0\n",
    "    for asset in longs:\n",
    "        order_target_percent(asset, one_third)\n",
    "\n",
    "    for asset in shorts:\n",
    "        order_target_percent(asset, -one_third)\n",
    "\n",
    "    # Remove any assets that should no longer be in our portfolio.\n",
    "    portfolio_assets = longs | shorts\n",
    "    positions = context.portfolio.positions\n",
    "    for asset in viewkeys(positions) - set(portfolio_assets):\n",
    "        # This will fail if the asset was removed from our portfolio because it\n",
    "        # was delisted.\n",
    "        if data.can_trade(asset):\n",
    "            order_target_percent(asset, 0)\n",
    "\n",
    "            \n",
    "def initialize(context):\n",
    "    attach_pipeline(make_pipeline(), 'my_pipeline')\n",
    "\n",
    "    # Rebalance each day.  In daily mode, this is equivalent to putting\n",
    "    # `rebalance` in our handle_data, but in minute mode, it's equivalent to\n",
    "    # running at the start of the day each day.\n",
    "    schedule_function(rebalance, date_rules.every_day())\n",
    "\n",
    "    # Explicitly set the commission/slippage to the \"old\" value until we can\n",
    "    # rebuild example data.\n",
    "    # github.com/quantopian/zipline/blob/master/tests/resources/\n",
    "    # rebuild_example_data#L105\n",
    "    context.set_commission(commission.PerShare(cost=.005, min_trade_cost=1.0))\n",
    "#     context.set_slippage(slippage.VolumeShareSlippage(volume_limit=100, price_impact=0))\n",
    "    context.set_slippage(None)\n",
    "    context.blotter.max_shares=1e16\n",
    "\n",
    "\n",
    "def before_trading_start(context, data):\n",
    "    context.pipeline_data = pipeline_output('my_pipeline')\n",
    "\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "<matplotlib.axes._subplots.AxesSubplot at 0x192242217f0>"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    },
    {
     "data": {
      "image/png": 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\n",
      "text/plain": [
       "<Figure size 432x288 with 1 Axes>"
      ]
     },
     "metadata": {
      "needs_background": "light"
     },
     "output_type": "display_data"
    }
   ],
   "source": [
    "%matplotlib inline\n",
    "_.portfolio_value.plot()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
 "metadata": {
  "kernelspec": {
   "display_name": "Python [conda env:zipline]",
   "language": "python",
   "name": "conda-env-zipline-py"
  },
  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 3
   },
   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython3",
   "version": "3.5.6"
  }
 },
 "nbformat": 4,
 "nbformat_minor": 4
}
